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Measuring the Channels of Monetary Policy Transmission: A Factor-Augmented Vector Autoregressive (Favar) Approach Cover

Measuring the Channels of Monetary Policy Transmission: A Factor-Augmented Vector Autoregressive (Favar) Approach

Journal of Central Banking Theory and Practice
Volume 5 (2016): Issue 2 (May 2016)
By:   
Open Access
|May 2016
References

References

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DOI: https://doi.org/10.1515/jcbtp-2016-0009 | Journal eISSN: 2336-9205
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Language: English
Page range: 5 - 40
Submitted on: Jan 25, 2016
Accepted on: Feb 12, 2016
Published on: May 20, 2016
Published by: Central Bank of Montenegro
In partnership with: Paradigm Publishing Services
Keywords:
Monetary policy,
Credit channel,
Interest rate channel,
Dynamic factors,
VAR,
FAVAR,
Impulse response functions
JEL:
E52,
E58,
C32,
C43
Related subjects:
Business and economics,
Business management,
Business management, other

© 2016 Dawit Senbet, published by Central Bank of Montenegro
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 5 (2016): Issue 2 (May 2016)
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